+378.2%
CIEN vs TOST
-46.9%
+425.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.8% | +5.7% |
| 7D | -24.1% | +9.4% | -33.5% | -25.6% |
| 30D | -45.5% | +13.5% | -59.0% | -47.0% |
| 3M | -39.7% | -0.1% | -39.6% | -40.1% |
| 6M | -57.8% | +22.5% | -80.3% | -60.3% |
| YTD | +4.1% | -2.4% | +6.4% | +1.7% |
| 1Y | +20.8% | -4.7% | +25.5% | +18.7% |
| 3Y | +463.1% | +103.2% | +359.9% | +364.4% |
| 5Y | +302.3% | -41.2% | +343.5% | +250.5% |
| All | +378.2% | -46.9% | +425.0% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling